Preliminary test and estimation in some multifactor diffusion processes (Q369390): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Improved nonparametric estimation of location vectors in multivariate regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4188569 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Shrinkage estimation for the difference between a control and treatment mean / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the harm that ignoring pretesting can cause / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Distribution of General Quadratic Functions in Normal Vectors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5653395 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4407803 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4178373 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inference for ergodic diffusion processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The distribution of a linear predictor after model selection: conditional finite-sample distributions and asymptotic approximations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple formula for asymptotic distributional risk of some estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extension of some important identities in shrinkage-pretest strategies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Shrinkage drift parameter estimation for multi‐factor Ornstein–Uhlenbeck processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4870177 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On some pre-test and Stein-rule phi-divergence test estimators in the independence model of categorical data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory of Preliminary Test and Stein‐Type Estimation With Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS / rank
 
Normal rank

Latest revision as of 22:35, 6 July 2024

scientific article
Language Label Description Also known as
English
Preliminary test and estimation in some multifactor diffusion processes
scientific article

    Statements

    Preliminary test and estimation in some multifactor diffusion processes (English)
    0 references
    24 September 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    asymptotic distributional risk
    0 references
    MLE
    0 references
    pretest estimator
    0 references
    Stein-rule
    0 references
    0 references